""" This module contains class to define a RPC communications """ import logging from abc import abstractmethod from datetime import date, datetime, timedelta from decimal import Decimal from typing import Any, Dict, List, Tuple import arrow import sqlalchemy as sql from numpy import mean, nan_to_num from pandas import DataFrame from freqtrade.misc import shorten_date from freqtrade.persistence import Trade from freqtrade.state import State logger = logging.getLogger(__name__) class RPCException(Exception): """ Should be raised with a rpc-formatted message in an _rpc_* method if the required state is wrong, i.e.: raise RPCException('*Status:* `no active trade`') """ def __init__(self, message: str) -> None: super().__init__(self) self.message = message def __str__(self): return self.message def __json__(self): return { 'msg': self.message } class RPC(object): """ RPC class can be used to have extra feature, like bot data, and access to DB data """ def __init__(self, freqtrade) -> None: """ Initializes all enabled rpc modules :param freqtrade: Instance of a freqtrade bot :return: None """ self._freqtrade = freqtrade @abstractmethod def cleanup(self) -> None: """ Cleanup pending module resources """ @property @abstractmethod def name(self) -> str: """ Returns the lowercase name of this module """ @abstractmethod def send_msg(self, msg: str) -> None: """ Sends a message to all registered rpc modules """ def _rpc_trade_status(self) -> List[Dict]: """ Below follows the RPC backend it is prefixed with rpc_ to raise awareness that it is a remotely exposed function """ # Fetch open trade trades = Trade.query.filter(Trade.is_open.is_(True)).all() if self._freqtrade.state != State.RUNNING: raise RPCException('trader is not running') elif not trades: raise RPCException('no active trade') else: results = [] for trade in trades: order = None if trade.open_order_id: order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair) # calculate profit and send message to user current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid'] current_profit = trade.calc_profit_percent(current_rate) fmt_close_profit = (f'{round(trade.close_profit * 100, 2):.2f}%' if trade.close_profit else None) results.append(dict( trade_id=trade.id, pair=trade.pair, market_url=self._freqtrade.exchange.get_pair_detail_url(trade.pair), date=arrow.get(trade.open_date).humanize(), open_rate=trade.open_rate, close_rate=trade.close_rate, current_rate=current_rate, amount=round(trade.amount, 8), close_profit=fmt_close_profit, current_profit=round(current_profit * 100, 2), open_order='({} {} rem={:.8f})'.format( order['type'], order['side'], order['remaining'] ) if order else None, )) return results def _rpc_status_table(self) -> DataFrame: trades = Trade.query.filter(Trade.is_open.is_(True)).all() if self._freqtrade.state != State.RUNNING: raise RPCException('trader is not running') elif not trades: raise RPCException('no active order') else: trades_list = [] for trade in trades: # calculate profit and send message to user current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid'] trade_perc = (100 * trade.calc_profit_percent(current_rate)) trades_list.append([ trade.id, trade.pair, shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)), f'{trade_perc:.2f}%' ]) columns = ['ID', 'Pair', 'Since', 'Profit'] df_statuses = DataFrame.from_records(trades_list, columns=columns) df_statuses = df_statuses.set_index(columns[0]) return df_statuses def _rpc_daily_profit( self, timescale: int, stake_currency: str, fiat_display_currency: str) -> List[List[Any]]: today = datetime.utcnow().date() profit_days: Dict[date, Dict] = {} if not (isinstance(timescale, int) and timescale > 0): raise RPCException('timescale must be an integer greater than 0') fiat = self._freqtrade.fiat_converter for day in range(0, timescale): profitday = today - timedelta(days=day) trades = Trade.query \ .filter(Trade.is_open.is_(False)) \ .filter(Trade.close_date >= profitday)\ .filter(Trade.close_date < (profitday + timedelta(days=1)))\ .order_by(Trade.close_date)\ .all() curdayprofit = sum(trade.calc_profit() for trade in trades) profit_days[profitday] = { 'amount': f'{curdayprofit:.8f}', 'trades': len(trades) } return [ [ key, '{value:.8f} {symbol}'.format( value=float(value['amount']), symbol=stake_currency ), '{value:.3f} {symbol}'.format( value=fiat.convert_amount( value['amount'], stake_currency, fiat_display_currency ), symbol=fiat_display_currency ), '{value} trade{s}'.format( value=value['trades'], s='' if value['trades'] < 2 else 's' ), ] for key, value in profit_days.items() ] def _rpc_trade_statistics( self, stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]: """ Returns cumulative profit statistics """ trades = Trade.query.order_by(Trade.id).all() profit_all_coin = [] profit_all_percent = [] profit_closed_coin = [] profit_closed_percent = [] durations = [] for trade in trades: current_rate: float = 0.0 if not trade.open_rate: continue if trade.close_date: durations.append((trade.close_date - trade.open_date).total_seconds()) if not trade.is_open: profit_percent = trade.calc_profit_percent() profit_closed_coin.append(trade.calc_profit()) profit_closed_percent.append(profit_percent) else: # Get current rate current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid'] profit_percent = trade.calc_profit_percent(rate=current_rate) profit_all_coin.append( trade.calc_profit(rate=Decimal(trade.close_rate or current_rate)) ) profit_all_percent.append(profit_percent) best_pair = Trade.session.query( Trade.pair, sql.func.sum(Trade.close_profit).label('profit_sum') ).filter(Trade.is_open.is_(False)) \ .group_by(Trade.pair) \ .order_by(sql.text('profit_sum DESC')).first() if not best_pair: raise RPCException('no closed trade') bp_pair, bp_rate = best_pair # FIX: we want to keep fiatconverter in a state/environment, # doing this will utilize its caching functionallity, instead we reinitialize it here fiat = self._freqtrade.fiat_converter # Prepare data to display profit_closed_coin = round(sum(profit_closed_coin), 8) profit_closed_percent = round(nan_to_num(mean(profit_closed_percent)) * 100, 2) profit_closed_fiat = fiat.convert_amount( profit_closed_coin, stake_currency, fiat_display_currency ) profit_all_coin = round(sum(profit_all_coin), 8) profit_all_percent = round(nan_to_num(mean(profit_all_percent)) * 100, 2) profit_all_fiat = fiat.convert_amount( profit_all_coin, stake_currency, fiat_display_currency ) num = float(len(durations) or 1) return { 'profit_closed_coin': profit_closed_coin, 'profit_closed_percent': profit_closed_percent, 'profit_closed_fiat': profit_closed_fiat, 'profit_all_coin': profit_all_coin, 'profit_all_percent': profit_all_percent, 'profit_all_fiat': profit_all_fiat, 'trade_count': len(trades), 'first_trade_date': arrow.get(trades[0].open_date).humanize(), 'latest_trade_date': arrow.get(trades[-1].open_date).humanize(), 'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0], 'best_pair': bp_pair, 'best_rate': round(bp_rate * 100, 2), } def _rpc_balance(self, fiat_display_currency: str) -> Tuple[List[Dict], float, str, float]: """ Returns current account balance per crypto """ output = [] total = 0.0 for coin, balance in self._freqtrade.exchange.get_balances().items(): if not balance['total']: continue if coin == 'BTC': rate = 1.0 else: if coin == 'USDT': rate = 1.0 / self._freqtrade.exchange.get_ticker('BTC/USDT', False)['bid'] else: rate = self._freqtrade.exchange.get_ticker(coin + '/BTC', False)['bid'] est_btc: float = rate * balance['total'] total = total + est_btc output.append( { 'currency': coin, 'available': balance['free'], 'balance': balance['total'], 'pending': balance['used'], 'est_btc': est_btc } ) if total == 0.0: raise RPCException('all balances are zero') fiat = self._freqtrade.fiat_converter symbol = fiat_display_currency value = fiat.convert_amount(total, 'BTC', symbol) return output, total, symbol, value def _rpc_start(self) -> Dict[str, str]: """ Handler for start """ if self._freqtrade.state == State.RUNNING: return {'status': 'already running'} self._freqtrade.state = State.RUNNING return {'status': 'starting trader ...'} def _rpc_stop(self) -> Dict[str, str]: """ Handler for stop """ if self._freqtrade.state == State.RUNNING: self._freqtrade.state = State.STOPPED return {'status': 'stopping trader ...'} return {'status': 'already stopped'} def _rpc_reload_conf(self) -> Dict[str, str]: """ Handler for reload_conf. """ self._freqtrade.state = State.RELOAD_CONF return {'status': 'reloading config ...'} def _rpc_forcesell(self, trade_id) -> None: """ Handler for forcesell . Sells the given trade at current price """ def _exec_forcesell(trade: Trade) -> None: # Check if there is there is an open order if trade.open_order_id: order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair) # Cancel open LIMIT_BUY orders and close trade if order and order['status'] == 'open' \ and order['type'] == 'limit' \ and order['side'] == 'buy': self._freqtrade.exchange.cancel_order(trade.open_order_id, trade.pair) trade.close(order.get('price') or trade.open_rate) # Do the best effort, if we don't know 'filled' amount, don't try selling if order['filled'] is None: return trade.amount = order['filled'] # Ignore trades with an attached LIMIT_SELL order if order and order['status'] == 'open' \ and order['type'] == 'limit' \ and order['side'] == 'sell': return # Get current rate and execute sell current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid'] self._freqtrade.execute_sell(trade, current_rate) # ---- EOF def _exec_forcesell ---- if self._freqtrade.state != State.RUNNING: raise RPCException('trader is not running') if trade_id == 'all': # Execute sell for all open orders for trade in Trade.query.filter(Trade.is_open.is_(True)).all(): _exec_forcesell(trade) return # Query for trade trade = Trade.query.filter( sql.and_( Trade.id == trade_id, Trade.is_open.is_(True) ) ).first() if not trade: logger.warning('forcesell: Invalid argument received') raise RPCException('invalid argument') _exec_forcesell(trade) Trade.session.flush() def _rpc_performance(self) -> List[Dict]: """ Handler for performance. Shows a performance statistic from finished trades """ if self._freqtrade.state != State.RUNNING: raise RPCException('trader is not running') pair_rates = Trade.session.query(Trade.pair, sql.func.sum(Trade.close_profit).label('profit_sum'), sql.func.count(Trade.pair).label('count')) \ .filter(Trade.is_open.is_(False)) \ .group_by(Trade.pair) \ .order_by(sql.text('profit_sum DESC')) \ .all() return [ {'pair': pair, 'profit': round(rate * 100, 2), 'count': count} for pair, rate, count in pair_rates ] def _rpc_count(self) -> List[Trade]: """ Returns the number of trades running """ if self._freqtrade.state != State.RUNNING: raise RPCException('trader is not running') return Trade.query.filter(Trade.is_open.is_(True)).all()